+282.4%
MXL vs GWW
+1,422.4%
-1,140.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.8% | +8.3% | +8.0% |
| 7D | +19.0% | -0.5% | +19.5% | +19.1% |
| 30D | +4.5% | -1.4% | +5.9% | +5.0% |
| 3M | -1.5% | -3.6% | +2.1% | -0.7% |
| 6M | +348.6% | +15.1% | +333.5% | +305.1% |
| YTD | +310.3% | +27.5% | +282.8% | +248.0% |
| 1Y | +344.7% | +29.6% | +315.1% | +273.5% |
| 3Y | +211.2% | +90.1% | +121.1% | +104.7% |
| 5Y | +34.8% | +222.6% | -187.8% | -35.1% |
| 10Y | +286.5% | +566.5% | -280.0% | +21.7% |
| All | +282.4% | +1,422.4% | -1,140.0% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GWW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling